Share price$1.06
1D-6.8%
Sold putSold callAH
Vivani Medical, Inc. Common Stock (DE) VANI
i
Market datapartial · fetched 2026-10-22T23:45:03.883Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T22:39:11.853680756Z
FundamentalsAlpha Vantage · unavailable
Vivani Medical, Inc. Common Stock (DE) options
PutsExpensive7.85×
CallsExpensive4.73×
SkewBearish+262.53 pp
Implied moveBearish±$3.02
TiltBearish88.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.26 | 220.2% | 118.3% | |||
| 25Δ | 4.55 | 410.5% | 339.6% | |||
| 30Δ | 4.60 | 411.2% | 346.2% | 2.15 | 650.1% | 50.8% |
| 35Δ | 4.08 | 375.7% | 298.1% | 2.50 | 626.5% | 45.8% |
| 40Δ | 3.55 | 340.1% | 250.0% | 2.86 | 602.9% | 40.8% |
| 45Δ | 3.03 | 304.6% | 202.0% | 3.21 | 579.3% | 35.8% |
| 50Δ | 2.51 | 269.1% | 153.9% | 3.56 | 555.7% | 30.8% |
| 55Δ | 1.98 | 233.6% | 105.8% | 3.92 | 532.1% | 25.8% |
| 60Δ | 1.46 | 198.0% | 57.8% | 4.37 | 513.4% | 21.2% |
| 65Δ | 4.84 | 496.4% | 16.7% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 2.26
- IV
- 220.2%
- B/E move
- 118.3%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 4.55
- IV
- 410.5%
- B/E move
- 339.6%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 4.60
- IV
- 411.2%
- B/E move
- 346.2%
- Pseudo strike
- 2.15
- IV
- 650.1%
- B/E move
- 50.8%
35Δ
- Pseudo strike
- 4.08
- IV
- 375.7%
- B/E move
- 298.1%
- Pseudo strike
- 2.50
- IV
- 626.5%
- B/E move
- 45.8%
40Δ
- Pseudo strike
- 3.55
- IV
- 340.1%
- B/E move
- 250.0%
- Pseudo strike
- 2.86
- IV
- 602.9%
- B/E move
- 40.8%
45Δ
- Pseudo strike
- 3.03
- IV
- 304.6%
- B/E move
- 202.0%
- Pseudo strike
- 3.21
- IV
- 579.3%
- B/E move
- 35.8%
50Δ
- Pseudo strike
- 2.51
- IV
- 269.1%
- B/E move
- 153.9%
- Pseudo strike
- 3.56
- IV
- 555.7%
- B/E move
- 30.8%
55Δ
- Pseudo strike
- 1.98
- IV
- 233.6%
- B/E move
- 105.8%
- Pseudo strike
- 3.92
- IV
- 532.1%
- B/E move
- 25.8%
60Δ
- Pseudo strike
- 1.46
- IV
- 198.0%
- B/E move
- 57.8%
- Pseudo strike
- 4.37
- IV
- 513.4%
- B/E move
- 21.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.84
- IV
- 496.4%
- B/E move
- 16.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations